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In this paper, we investigate the impact of the social media data in predicting the Tehran Stock Exchange (TSE) variables for the first time. We consider the closing price and daily return of three different stocks for this investigation.…

Statistical Finance · Quantitative Finance 2020-03-05 Arezoo Hatefi Ghahfarrokhi , Mehrnoush Shamsfard

Text sentiment analysis, also known as opinion mining, is research on the calculation of people's views, evaluations, attitude and emotions expressed by entities. Text sentiment analysis can be divided into text-level sentiment analysis,…

Computation and Language · Computer Science 2022-07-08 Tianyu Zhao , Junping Du , Zhe Xue , Ang Li , Zeli Guan

The global impact of the COVID-19 pandemic has highlighted the need for a comprehensive understanding of public sentiment and reactions. Despite the availability of numerous public datasets on COVID-19, some reaching volumes of up to 100…

Computation and Language · Computer Science 2025-10-10 Qiang Yang , Xiuying Chen , Changsheng Ma , Rui Yin , Xin Gao , Xiangliang Zhang

Researchers commonly perform sentiment analysis on large collections of short texts like tweets, Reddit posts or newspaper headlines that are all focused on a specific topic, theme or event. Usually, general-purpose sentiment analysis…

Computation and Language · Computer Science 2024-07-11 James C. Young , Rudy Arthur , Hywel T. P. Williams

User sentiment on social media reveals the underlying social trends, crises, and needs. Researchers have analyzed users' past messages to trace the evolution of sentiments and reconstruct sentiment dynamics. However, predicting the imminent…

Computation and Language · Computer Science 2025-12-25 Fanhang Man , Huandong Wang , Jianjie Fang , Zhaoyi Deng , Baining Zhao , Xinlei Chen , Yong Li

It is a challenging task to predict financial markets. The complexity of this task is mainly due to the interaction between financial markets and market participants, who are not able to keep rational all the time, and often affected by…

Statistical Finance · Quantitative Finance 2022-02-09 Jia Wang , Hongwei Zhu , Jiancheng Shen , Yu Cao , Benyuan Liu

Financial sentiment analysis enhances market understanding. However, standard Natural Language Processing (NLP) approaches encounter significant challenges when applied to small datasets. This study presents a comparative evaluation of…

Machine Learning · Computer Science 2026-04-10 Joyjit Roy , Samaresh Kumar Singh

Opinion mining and demographic attribute inference have many applications in social science. In this paper, we propose models to infer daily joint probabilities of multiple latent attributes from Twitter data, such as political sentiment…

Social and Information Networks · Computer Science 2018-01-01 Ehsan Mohammady Ardehaly , Aron Culotta

We investigate the effectiveness of large language models (LLMs), including reasoning-based and non-reasoning models, in performing zero-shot financial sentiment analysis. Using the Financial PhraseBank dataset annotated by domain experts,…

Computation and Language · Computer Science 2025-06-06 Dimitris Vamvourellis , Dhagash Mehta

Fine-grained sentiment analysis (FSA) aims to extract and summarize user opinions from vast opinionated text. Recent studies demonstrate that large language models (LLMs) possess exceptional sentiment understanding capabilities. However,…

Computation and Language · Computer Science 2024-12-31 Yice Zhang , Guangyu Xie , Hongling Xu , Kaiheng Hou , Jianzhu Bao , Qianlong Wang , Shiwei Chen , Ruifeng Xu

Stock price movements are influenced by many factors, and alongside historical price data, tex-tual information is a key source. Public news and social media offer valuable insights into market sentiment and emerging events. These sources…

Computational Engineering, Finance, and Science · Computer Science 2025-07-29 Wenyan Xu , Dawei Xiang , Rundong Wang , Yonghong Hu , Liang Zhang , Jiayu Chen , Zhonghua Lu

The macroeconomic climate influences operations with regard to, e.g., raw material prices, financing, supply chain utilization and demand quotas. In order to adapt to the economic environment, decision-makers across the public and private…

Machine Learning · Statistics 2018-03-13 Stefan Feuerriegel , Julius Gordon

Financial news items are unstructured sources of information that can be mined to extract knowledge for market screening applications. Manual extraction of relevant information from the continuous stream of finance-related news is…

In this paper, we explore the use of pre-trained language models to learn sentiment information of written texts for speech sentiment analysis. First, we investigate how useful a pre-trained language model would be in a 2-step pipeline…

Computation and Language · Computer Science 2021-06-15 Suwon Shon , Pablo Brusco , Jing Pan , Kyu J. Han , Shinji Watanabe

This paper presents a novel hierarchical framework for portfolio optimization, integrating lightweight Large Language Models (LLMs) with Deep Reinforcement Learning (DRL) to combine sentiment signals from financial news with traditional…

Computation and Language · Computer Science 2025-08-01 Baptiste Lefort , Eric Benhamou , Beatrice Guez , Jean-Jacques Ohana , Ethan Setrouk , Alban Etienne

Though some recent works focus on injecting sentiment knowledge into pre-trained language models, they usually design mask and reconstruction tasks in the post-training phase. In this paper, we aim to benefit from sentiment knowledge in a…

Computation and Language · Computer Science 2022-02-25 Qinghua Zhao , Shuai Ma , Shuo Ren

Sentiment analysis plays a pivotal role in understanding public opinion, particularly in the political domain where the portrayal of entities in news articles influences public perception. In this paper, we investigate the effectiveness of…

Computation and Language · Computer Science 2024-04-09 Alapan Kuila , Sudeshna Sarkar

Sentiment analysis (SA) has been a long-standing research area in natural language processing. It can offer rich insights into human sentiments and opinions and has thus seen considerable interest from both academia and industry. With the…

Computation and Language · Computer Science 2023-05-25 Wenxuan Zhang , Yue Deng , Bing Liu , Sinno Jialin Pan , Lidong Bing

In this paper, we describe a methodology to infer Bullish or Bearish sentiment towards companies/brands. More specifically, our approach leverages affective lexica and word embeddings in combination with convolutional neural networks to…

Computation and Language · Computer Science 2017-04-05 Youness Mansar , Lorenzo Gatti , Sira Ferradans , Marco Guerini , Jacopo Staiano

In this study, we explore the application of sentiment analysis on financial news headlines to understand investor sentiment. By leveraging Natural Language Processing (NLP) and Large Language Models (LLM), we analyze sentiment from the…

Computation and Language · Computer Science 2024-06-21 Kangtong Mo , Wenyan Liu , Xuanzhen Xu , Chang Yu , Yuelin Zou , Fangqing Xia